Next PLC

10-Year Study

NXT.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Next PLC has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 42.0% and an annualized volatility of 33.8%.

1Y CAGR
+13.5%
3Y CAGR
+35.0%
5Y CAGR
+15.1%
10Y CAGR
+13.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
42.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +81.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.21.9-6.36.0————————3.5%
20254.80.710.611.24.3-3.30.3-2.93.515.6-1.3-2.546.9%
20244.3-1.811.0-2.43.7-3.22.012.0-3.80.13.0-5.119.8%
202314.03.4-3.92.6-5.88.74.3-0.94.4-5.615.23.244.0%
2022-6.1-8.5-12.1-0.17.5-9.518.7-14.6-17.42.718.50.6-24.8%
20219.1-2.24.0-0.84.6-3.70.31.83.8-3.0-1.33.716.6%
2020-1.8-11.8-33.016.12.90.611.410.8-1.5-1.812.28.21.0%
201921.45.09.73.3-0.1-4.112.0-2.14.26.42.74.881.1%
201813.6-4.6-2.010.410.44.3-0.1-7.3-0.1-5.3-5.8-17.6-8.3%
2017-23.1-0.112.90.81.3-11.66.64.527.4-5.6-9.02.3-2.3%
2016———-5.87.0-9.44.310.0-13.60.81.82.7-4.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 33.8%. The dominant macroeconomic risk driver is LQD.US, accounting for 34.0% of variance. Idiosyncratic stock-specific factors contribute 18.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019416.666789479488
2016-05-0110074.074083998343
2016-06-019129.6296469971
2016-07-019521.977488275954
2016-08-0110469.438029521434
2016-09-019050.14233112757
2016-10-019125.939099399739
2016-11-019292.69220396271
2016-12-019547.149472000887
2017-01-017338.065869562333
2017-02-017332.318229544665
2017-03-018276.878691167245
2017-04-018341.914644732207
2017-05-018448.48982433256
2017-06-017471.875216457596
2017-07-017968.200411230916
2017-08-018329.291005157736
2017-09-0110610.818987791019
2017-10-0110015.166534855016
2017-11-019111.542399965274
2017-12-019323.941948567866
2018-01-0110594.217820551175
2018-02-0110103.205374431951
2018-03-019901.390861895465
2018-04-0110935.429886629476
2018-05-0112067.255158908849
2018-06-0112587.39541204349
2018-07-0112576.42639611047
2018-08-0111652.686325024622
2018-09-0111639.974260219107
2018-10-0111025.55984894291
2018-11-0110383.602853884136
2018-12-018554.702460485645
2019-01-0110389.537258707975
2019-02-0110906.120405957556
2019-03-0111960.721780326807
2019-04-0112359.412390223759
2019-05-0112350.838358275723
2019-06-0111844.972884938814
2019-07-0113272.036337946762
2019-08-0112991.88778891772
2019-09-0113539.052936300473
2019-10-0114405.762216783029
2019-11-0114790.966639169992
2019-12-0115495.998959261828
2020-01-0115217.786386882088
2020-02-0113429.276763336433
2020-03-018991.123848512574
2020-04-0110435.179683418915
2020-05-0110739.888742302484
2020-06-0110806.129690606816
2020-07-0112033.797998990614
2020-08-0113332.123158125883
2020-09-0113137.816215660028
2020-10-0112894.932202633654
2020-11-0114467.054031701517
2020-12-0115646.145269524794
2021-01-0117068.120788329692
2021-02-0116692.754610739405
2021-03-0117368.413676810873
2021-04-0117227.099439397432
2021-05-0118013.160353931366
2021-06-0117346.33336070943
2021-07-0117403.74223616423
2021-08-0117712.969824353997
2021-09-0118389.24250793784
2021-10-0117838.371539508727
2021-11-0117605.48279305294
2021-12-0118250.40524881453
2022-01-0117142.20425076163
2022-02-0115688.157436568628
2022-03-0113790.580917593981
2022-04-0113776.863484707059
2022-05-0114810.242535671205
2022-06-0113397.348020138981
2022-07-0115897.772662214411
2022-08-0113575.940995183104
2022-09-0111214.399968488462
2022-10-0111513.388450834163
2022-11-0113641.344851300246
2022-12-0113721.097978773389
2023-01-0115640.066436823588
2023-02-0116169.437212257933
2023-03-0115531.356457781709
2023-04-0115928.384405379846
2023-05-0114997.259219770596
2023-06-0116306.506234715664
2023-07-0117007.73760964896
2023-08-0116862.949868387084
2023-09-0117606.193678319458
2023-10-0116611.984325154044
2023-11-0119136.11791531355
2023-12-0119754.521644285927
2024-01-0120606.21953600066
2024-02-0120231.472335027658
2024-03-0122465.354123623565
2024-04-0121920.267505080763
2024-05-0122723.296685540987
2024-06-0121988.40316492659
2024-07-0122437.26008794559
2024-08-0125134.97347845968
2024-09-0124187.930143531565
2024-10-0124207.71193953643
2024-11-0124924.794207021958
2024-12-0123662.458652830883
2025-01-0124793.51301786873
2025-02-0124975.37879828235
2025-03-0127616.166972559913
2025-04-0130717.84727971165
2025-05-0132050.69793632928
2025-06-0130991.891540291163
2025-07-0131088.539245998054
2025-08-0130191.99743620421
2025-09-0131252.694792410384
2025-10-0136114.22530186163
2025-11-0135659.64056751313
2025-12-0134765.69604791469
2026-01-0135544.26332605076
2026-02-0136227.549202277136
2026-03-0133963.32737713482
2026-04-0135999.78724353501
Annual Return Matrix
YearAnnual Return
2017-0.023379493961797282
2018-0.08250153125421111
20190.8114012767642336
20200.009689359857192326
20210.16644738588502417
2022-0.2481757094317315
20230.4397187218432719
20240.19782493744541485
20250.4692343073045562
20260.03549738207224373
Total Factor Risk
0.337655017854644
VTI.US Exposure
-0.03618455533593709
VEA.US Exposure
0.23054189075514606
VWO.US Exposure
-0.025794895736204828
QQQ.US Exposure
0.01989912750100167
VTV.US Exposure
-0.01136643097158232
IJR.US Exposure
-0.010674114289016155
QUAL.US Exposure
-0.026190953727493204
SHV.US Exposure
0.2858953269184235
TLT.US Exposure
-0.05146868347324994
LQD.US Exposure
0.34040221913205704
HYG.US Exposure
-0.007764437667364523
GLD.US Exposure
-0.007725927111667582
USO.US Exposure
0.02629824773359224
VNQ.US Exposure
0.07339157511984945
BTC-USD.CC Exposure
-0.0005652470636460245
CPER.US Exposure
0.0019626001165163253
VIX.INDX Exposure
-0.003958319899346721
UUP.US Exposure
-0.003388151350470159
TIP.US Exposure
0.026686458579943995
Idiosyncratic Exposure
0.18000427076944844
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →17.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.07%
Market Cap$14.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$10
Avg Yield on Cost
0.10%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$9.650.10%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Next PLC a high-risk investment?

Next PLC (NXT.LSE) has an annualized volatility of 33.8% and experienced a maximum drawdown of 42.0% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of NXT.LSE?

Over the past 10 years, NXT.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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